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~subject:"Arbitrage"
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Arbitrage
USA
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43
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Volatility
24
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24
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23
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17
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14
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12
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12
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12
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Tse, Yiuman
8
Booth, G. Geoffrey
3
Fung, Joseph K. W.
3
Kadapakkam, Palani-Rajan
2
Baillie, Richard
1
Cheng, Kevin H. K.
1
Fernandez-Perez, Adrian
1
Frijns, Bart
1
Indriawan, Ivan
1
Lee, Tae-hwy
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University of Hong Kong / School of Economics and Finance
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The journal of futures markets
3
Applied economics
1
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1
Journal of banking & finance
1
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1
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ECONIS (ZBW)
10
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1
Reduction of constraints on arbitrage trading and market efficiency : an examination of ex-day returns in Hong Kong after introduction of electronic settlement
Kadapakkam, Palani-Rajan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10001537354
Saved in:
2
Index arbitrage with heterogeneous investors : a smooth transition error correction analysis
Tse, Yiuman
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1829-1855
Persistent link: https://www.econbiz.de/10001608847
Saved in:
3
Return linkages between dual listings under arbitrage restrictions : a study of Indian stock and their London global depositary receipts
Kadapakkam, Palani-Rajan
;
Misra, Lalatendu
- In:
The financial review : the official publication of the …
38
(
2003
)
4
,
pp. 611-633
Persistent link: https://www.econbiz.de/10001813248
Saved in:
4
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 518-536
Persistent link: https://www.econbiz.de/10003714981
Saved in:
5
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
-
2007
Persistent link: https://www.econbiz.de/10003682741
Saved in:
6
How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.
;
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
Saved in:
7
Price discovery and common factor models
Baillie, Richard
;
Booth, G. Geoffrey
;
Tse, Yiuman
; …
- In:
Journal of financial markets
5
(
2002
)
3
,
pp. 309-321
Persistent link: https://www.econbiz.de/10001706050
Saved in:
8
International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10001204433
Saved in:
9
Long memory in interest rate futures markets : a fractional cointegration analysis
Booth, G. Geoffrey
- In:
The journal of futures markets
15
(
1995
)
5
,
pp. 573-584
Persistent link: https://www.econbiz.de/10001186660
Saved in:
10
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
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